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General solution of an ODE from the general solution of a PDE/SDE/SPDE and most general "differential" equation

Mathematics Asked by Andrés M. Santos Ramírez on December 30, 2020

Is it possible to obtain the general solution of an ODE by solving a PDE, SDE or SPDE? I haven’t dived into PDEs, nor SDEs, therefore the question.

Another question that arises from my love to differential equations and love for general cases. From a higher mathematical perspective, how PDEs and SPDEs can be generalized? I was thinking of a more general operator that behaves like the differential operator in certrain structures, instead of use real numbers use hypercomplex numbers (from the Cayley–Dickson construction or Clifford algebras) or things a lot more general that I don’t know. Instead of limiting to apply the operator once, twice or thrice extend it in a way that it is possible to apply a hypercomplex number of times (if the Gamma function were involved, for example, there’s a way to extend it to hypercomplex numbers from the Cayley–Dickson construction, via defining the Gamma function of a matrix). Hence, what is the most general kind of differential equation that you know? and, what is the most general kind of (not necessarily differential) operator that you know?

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